scholarly journals Swing Option Valuation of Fuel Index-linked Power Purchase Agreement

2020 ◽  
Vol 12 (0) ◽  
pp. 1-15
Author(s):  
Misao Endo
Keyword(s):  
Option Valuation ◽  
Swing Option

Option valuation using the fast Fourier transform

1999 ◽  
Vol 2 (4) ◽  
pp. 61-73 ◽  
Author(s):  
Peter Carr ◽  
Dilip Madan
Keyword(s):  
Fourier Transform ◽  
Fast Fourier Transform ◽  
Option Valuation

Simulation for Option Valuation

1996 ◽  
Author(s):  
Pablo Fernandez
Keyword(s):  
Option Valuation

Option Valuation Formula for General Garch-in-Mean Models

2018 ◽  
Author(s):  
Zhongmin Qian ◽  
Xingcheng Xu
Keyword(s):  
Option Valuation

Excessive Discretion in Corporate Disclosure? Evidence from Option Valuation

2018 ◽  
Author(s):  
Pierre Chaigneau ◽  
Julien Le Maux ◽  
Antoine Noël
Keyword(s):  
Option Valuation ◽  
Corporate Disclosure

Real Option Valuation using NPV

2004 ◽  
Author(s):  
Tom M. Arnold ◽  
Timothy Falcon Crack
Keyword(s):  
Real Option ◽  
Option Valuation ◽  
Real Option Valuation
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